Fact sheet: Robeco QI Emg Mkts Act Eqs

Fund information

Fund name
Robeco QI Emerging Markets Active Equities D EUR
Fund company manager
Robeco Luxembourg SA
Fund type
SIB
Fund manager
Tim Dröge
since 29/01/2008
Fund objective
Robeco QI Emerging Markets Active Equities invests in stocks of companies in emerging economies throughout the world, such as Korea, Taiwan, Poland and Brazil. These economies can show rapid growth, so the risks can be greater than those in developed countries. The fund uses a quantitative stock selection model. This model ranks stocks on their expected future relative performance using valuation (including quality) and momentum factors. Highly ranked stocks are overweighted against the benchmark, whereas low-ranked stocks are underweighted. This Sub-fund may invest in China A-shares via the QFII and/or a Stock Connect Programme which may entail additional clearing and settlement, regulatory, operational and counterparty risks.
Benchmark
MSCI Emerging Markets Index
Investment style
Value
Investment method
Shares

Quick stats

1 Year return

22.94 %

1 Year rank in sector

112/273

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 492.0 m

FE Risk score

139

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    29.6%
  • Korea
    17.7%
  • Taiwan
    13.1%
  • Brazil
    8%
  • India
    6.7%
  • Information Technology
    26.6%
  • Financials
    24.3%
  • Consumer Discretionary
    9%
  • Energy
    8.8%
  • Materials
    8%
  • Chinese Equities
    29.6%
  • South Korean Equities
    17.7%
  • Taiwanese Equities
    13.1%
  • Brazilian Equities
    8%
  • Indian Equities
    6.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.52 %10.01 %22.94 %19.76 %33.85 %
Sector3.59 %15.09 %20.16 %4.05 %24.94 %
Rank within sector228 / 285226 / 279112 / 27354 / 22585 / 172
Quartile th4 th4 th2 nd1 st2 nd

Calendar performance

YTD-20172016201520142013
Fund14.19 %20.23 %-12.5 %11.81 %-8.43 %
Sector19.39 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector212 / 27948 / 260126 / 23519 / 209169 / 184
Quartile th4 th1 st3 rd1 st4 th

Risk statistics

Alpha5.8
Beta0.98
Sharpe0.19
Volatility15.28
Tracking error7.69
Information ratio0.71
R-Squared0.76

Price movement

52 week high171.38
52 week low135.85
Current bid price0
Current offer price0
Current mid price169.27

Holdings by region

  • 29.6% China
  • 17.7% Korea
  • 13.1% Taiwan
  • 8% Brazil
  • 6.7% India
  • 5.1% Russia
  • 4.9% South Africa
  • 4% Others
  • 3.4% Thailand
  • 3.2% Turkey

Holdings by sector

  • 26.6% Information Technology
  • 24.3% Financials
  • 9% Consumer Discretionary
  • 8.8% Energy
  • 8% Materials
  • 5.5% Telecommunications Utilities
  • 4.9% Industrials
  • 4.8% Consumer Staples
  • 4.2% Utilities
  • 3.4% Real Estate

Holdings by asset type

  • 29.6% Chinese Equities
  • 17.7% South Korean Equities
  • 13.1% Taiwanese Equities
  • 8% Brazilian Equities
  • 6.7% Indian Equities
  • 5.1% Russian Equities
  • 4.9% South African Equities
  • 4% International Equities
  • 3.4% Thai Equities
  • 3.2% Turkish Equities

Individual holdings

  • 4.74% SAMSUNG ELECTRONICS CO
  • 3.46% TENCENT HLDGS LIMITED
  • 2.98% ALIBABA GROUP HLDG LTD
  • 2.96% TAIWAN SEMICONDUCTOR MANUFACTURING
  • 2.03% NASPERS
  • 1.9% CHINA CONSTRUCTION BANK
  • 1.53% INDUSTRIAL & COM BK CHINA
  • 1.46% HON HAI PRECISION INDUSTRY
  • 1.39% CHINA MOBILE LTD
  • 1.25% BANK OF CHINA LTD